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Talk:Function of several real variables/to do

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Summary of the material to be added to this article:

  • Relation univariate multivariate: By fixing all variables but one one gets a univariate real function. If the function is continuous (resp. differentiable) the same is true for these univariate functions, but the converse is false: if all these univariate functions are continuous (resp. differentiable) this is not always true for the multivariate function.
  • Partial derivatives, differential and gradient. Partial derivatives of higher order.
  • Classes of functions: continuous, differentiable, Ck, C, analytic
  • Taylor expansion
  • Analytic prolongation in the analytic case, which makes that the domain of the function is almost always left implicit. Difficulty to make it explicit
  • Tangent hyperplane to the graph of the function, expressed in term of the gradient
  • Stationary or critical points, that are those where the gradient is zero (differentiable case)
  • Maxima and minima: At a local minimum, the gradient is zero and the Hessian matrix is positive semidefinite. A point at which the gradient is zero and the Hessian matrix is positive definite is a local minimum
  • Stationary points at which the Hessian matrix is not semidefinite, saddle points
  • Convexity: If the Hessian matrix is everywhere positive definite, the function is convex and the function has a unique minimum, and there are efficient algorithms to find it (fundamental in optimization)

List created by D.Lazard (talk) 09:49, 27 June 2013 (UTC) [reply]